Bacon/pork fat to replace shortening in rolls

To answer what I think is the question (you put all of the grease into a container and there's a residue at the top), bacon drippings are not 100% fat. There are also solid pieces of bacon in there and other "impurities" from the curing process.

When rendering bacon fat, you should line the container with a paper towel first (or cheesecloth if you have it). Pour the bacon drippings onto the paper towel and the fat will drain out the bottom; the solids will be left behind and you can dispose of them. You'll be left with (mostly) pure fat.

The rendered fat will most definitely congeal; the vessel, once cooled, should contain only a solid, off-white substance.

Not a lot, bacon is basically brined and smoked pork (the process/recipe depends on where you live)

Fat does not actually change in flavour as much as the flesh does when smoked

"Rendered fat" is just the fat that has run off when heating meat. It should be pure fat, with all the impurity left behind, or skimmed off

Depending on where you live, lard is either just pork fat, or a common word for animal fat

In Asian cooking if it specifies pork fat I would use that. Most Schezuan recipes are not smokey flavour based, so it may be noticeable, and appear unusual